Results 201 to 210 of about 95,543 (254)

Beta Forecasting With Realized Beta Estimators and Machine Learning Algorithms

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT This paper applies machine learning algorithms to the modeling of realized betas for the purposes of forecasting stock systematic risk. Higher levels of beta forecast accuracy are demonstrated, relative to other studies in the literature. These improvements are also highly significant, both statistically and economically.
Bao Doan   +3 more
wiley   +1 more source

Insights into longevity and virus-driven adaptation from Myotis bat genomes. [PDF]

open access: yesNature
Vazquez JM   +32 more
europepmc   +1 more source

Temporal Robustness in Cross‐Country Gross Domestic Product Forecasting: Evidence From Classical, Regime‐Switching, and Ensemble Models

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT This study evaluates whether the relative performance of gross domestic product forecasting models is temporally robust across economies and changing macroeconomic conditions. Using annual real gross domestic product data from the World Bank for 177 separately reported economies and territories, we conduct a common‐vintage pseudo‐out‐of‐sample
Achilleas Tampouris, Chaido Dritsaki
wiley   +1 more source

MARS‐Diff: Guarded Residual Diffusion for Leakage‐Disciplined Probabilistic Portfolio‐Loss Forecasting

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT This paper develops Masked Asset–Regime Scenario Diffusion (MARS‐Diff), a leakage‐disciplined framework for probabilistic forecasting of multiday portfolio losses. The framework combines a regularized heterogeneous autoregressive model with exogenous predictors (HAR‐X) as its anchor, a train‐only masked representation of a high‐dimensional ...
Çağlar Sözen, Mervenur Sözen
wiley   +1 more source

<i>COI</i> Sequencing from Guano Improves Bat Diversity Research: The First Report from Bosnia and Herzegovina. [PDF]

open access: yesBiology (Basel)
Goletić Imamović Š   +8 more
europepmc   +1 more source

Evaluation of the Nutrient Components of Flours, Color Profile, and Sensory Qualities of Cake From Wheat and Celosia argentea Seed Blends

open access: yesFuture Postharvest and Food, EarlyView.
Composite flour was developed with 5%, 10%, 15%, and 20% inclusion of Celosia seeds flour. The flour was used in the production of cake. Cake made with 5% composite flour compared favorably with cake from 100% wheat flour. ABSTRACT Nutritional benefits and physical appearance are of great importance in determining the acceptance of confectionary ...
Kudirat Titilope Araoye   +10 more
wiley   +1 more source

Evaluation of the Educational Impact of a Laparoscopic Bowel Anastomosis Simulator. [PDF]

open access: yesJSLS
Fontaine-Nicola A   +7 more
europepmc   +1 more source

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